+15.7%
IGV vs XLC
+40.7%
-25.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.5% |
| 7D | -2.3% | +6.2% | -8.5% | -7.9% |
| 30D | -11.0% | -2.4% | -8.6% | -8.9% |
| 3M | -4.5% | -3.3% | -1.1% | -1.7% |
| 6M | +10.1% | -7.3% | +17.4% | +17.9% |
| YTD | -5.1% | -7.6% | +2.6% | +1.9% |
| 1Y | -10.2% | -3.7% | -6.5% | -7.6% |
| 3Y | +37.7% | +62.9% | -25.2% | -15.5% |
| 5Y | +15.7% | +41.6% | -26.0% | -16.2% |
| All | +15.7% | +40.7% | -25.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling